(Q110100098)

English

Rough volatility and portfolio optimisation under small transaction costs

doctoral thesis by Denis Matthias Schelling

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instance of

doctoral thesis

1 reference

reference URL

http://etheses.lse.ac.uk/4037

retrieved

13 December 2021

title

Rough volatility and portfolio optimisation under small transaction costs (English)

1 reference

reference URL

http://etheses.lse.ac.uk/4037

retrieved

13 December 2021

author

Denis Matthias Schelling

object named as

Denis Matthias Schelling

1 reference

reference URL

http://etheses.lse.ac.uk/4037

retrieved

13 December 2021

dissertation submitted to

London School of Economics and Political Science

doctoral advisor

Christoph Johannes Czichowsky

1 reference

reference URL

http://etheses.lse.ac.uk/4037

retrieved

13 December 2021

language of work or name

English

1 reference

reference URL

http://etheses.lse.ac.uk/4037

retrieved

13 December 2021

publication date

2019

1 reference

reference URL

http://etheses.lse.ac.uk/4037

retrieved

15 February 2022

number of pages

104

1 reference

reference URL

http://etheses.lse.ac.uk/4037

retrieved

13 December 2021

full work available at URL

http://etheses.lse.ac.uk/4037

1 reference

reference URL

http://etheses.lse.ac.uk/4037

13 December 2021

1 reference

http://etheses.lse.ac.uk/4037

retrieved

13 December 2021

on focus list of Wikimedia project

0 references

1 reference

http://etheses.lse.ac.uk/4037

retrieved

13 December 2021

Identifiers

CORE ID

286027725

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DART-Europe thesis ID

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(Q110100098)

Rough volatility and portfolio optimisation under small transaction costs

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